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About This Role - Associate, Quantitative Risk Research

Genesis is looking to add an Associate, Quantitative Risk Research to the team. The Associate, Quantitative Risk Research will help the Market Risk function and contribute to various strategic initiatives under the direction of the Head of Market and Model Risk.

Genesis’ risk management team supports Genesis in achieving its business goals by partnering with business units across the firm to realize efficient risk-adjusted returns, protecting the firm from exposure to losses resulting from market, credit, liquidity, operational, and/or model risk, and acting as a strategic advisor to the Board.

Responsibilities:

• Play a supporting role in architecting and developing a sophisticated risk analytics platform, including a proper risk database, developing robust and scalable risk analytics, and enabling visualization across multiple risk dimensions.
• Partner with other quantitative members of the team. Extensively collaborate with the entire market risk team, with the trading and lending teams, as well as with Engineering.
• Develop and enhance quantitative market risk models from scratch, working closely with the front office on risk models and exposures. Perform quantitative research to implement model changes, enhancements, and remediation plans.
• Support the enhancement of infrastructure to implement new risk analytics models including controls to monitor their effectiveness. Conduct analysis on existing model shortcomings and design remediation plans. Identify other risks not effectively captured by analytics and implement methodologies to properly address these risks.
• Perform quantitative analysis of portfolio risk exposure, time series analysis and risk simulation, including creating tools and dashboards to enhance and improve risk analysis.
• Effectively represent/communicate quantitative models to a wide audience of stakeholders and senior managers, including market risk managers, front office/trading personnel, and other senior managers across multiple functional areas.

Requirements:

• Degree in a quantitative field such as Finance, Economics, Engineering or Mathematics, or equivalent.
• 3+ years of experience working with market risk and/or derivative/traded asset pricing models, ideally with prior hands-on model building experience within market risk (greeks, stress tests, scenarios, VaR, etc.) and the ability to work in a fast-paced collaborative environment with constant interaction with the front office and senior management.
• Proven track record of designing and implementing analytics from the ground up along with independent thought leadership.
• Strong analytics skills required to understand quantitative models, and to translate that understanding into sustainable library design and code development. High degree of proficiency in Python (object-oriented skills, as well as experience with relevant libraries) and database query languages, with the demonstrated ability to manage and analyze large datasets.
• Solid business judgment, with the ability to link the “business,” math, and code. Experience working with a team of developers/quantitative researchers in implementing an effective shared solution that can effectively scale.
• Attention to detail and the ability to work thoughtfully and independently and manage multiple projects. Outstanding written and verbal communication skills; ability to articulate complex ideas and deliverables in a clear, concise way.
• Crypto experience highly desirable but not completely necessary. It would be helpful to understand and/or have a working knowledge of cryptocurrencies and related risks, crypto-specific derivatives, and trading strategies.